+9,002.0%
VRTX vs STZ
+9,621.1%
-619.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +0.8% | -1.9% | +2.7% | +1.3% |
| 30D | +12.6% | -1.9% | +14.5% | +13.0% |
| 3M | +23.6% | -6.2% | +29.9% | +25.1% |
| 6M | +14.3% | -14.0% | +28.3% | +17.6% |
| YTD | +20.5% | -5.1% | +25.6% | +20.4% |
| 1Y | +37.6% | -9.6% | +47.2% | +38.9% |
| 3Y | +55.5% | -47.2% | +102.8% | +76.2% |
| 5Y | +175.7% | -33.6% | +209.3% | +193.5% |
| 10Y | +474.2% | -9.8% | +484.0% | +446.9% |
| All | +9,002.0% | +9,621.1% | -619.1% | +3,323.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling